Searched refs:MixedScheme (Results 1 – 4 of 4) sorted by relevance
72 class MixedScheme { class81 MixedScheme(const operator_type& L, in MixedScheme() function in QuantLib::MixedScheme106 inline void MixedScheme<Operator>::step(array_type& a, Time t) { in step()
67 class CrankNicolson : public MixedScheme<Operator> {78 : MixedScheme<Operator>(L, 0.5, bcs) {} in CrankNicolson()
62 class ImplicitEuler : public MixedScheme<Operator> {73 : MixedScheme<Operator>(L, 1.0, bcs) {} in ImplicitEuler()
66 class ExplicitEuler : public MixedScheme<Operator> {78 : MixedScheme<Operator>(L, 0.0, bcs) {} in ExplicitEuler()